"Ben jij aan het spelen of rennen?" => The answer will be "Ja" if the second person is playing or running or "Nee" if the second person is neither playing nor running. You didn't ask to specify which one of the two.

"Ben jij aan het spelen of aan het rennen" => The answer will be "Ik ben aan het spelen" or "Ik ben aan het rennen". With this question you already implicitly ruled out the possibility that the second person could be neither playing nor running and you ask by which one of the two activities the second person is occupied.